Adapting jruby-launcher (https://github.com/jruby/jruby-launcher) and the corresponding gem (https://rubygems.org/gems/jruby-launcher) makes sense, but Thomas Enebo tells me on #jython that it's a pain to maintain.
For now, I'm going to explore use py2exe to generate a jython.exe, which then launches the actual jython.jar. Yes, this is adding a subset of CPython to the Jython distribution, but it seems to make sense, and I don't have to modify any C++ code to get this launcher working. I get to write Python instead :)